+123.1%
ASML vs AMGN
+43.8%
+79.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -10.1% | +13.0% | +4.5% |
| 7D | +6.0% | -10.3% | +16.2% | +7.7% |
| 30D | +1.4% | -3.8% | +5.1% | +1.2% |
| 3M | +1.0% | +14.4% | -13.4% | -4.8% |
| 6M | +37.0% | +7.8% | +29.2% | +30.6% |
| YTD | +65.8% | +22.6% | +43.2% | +56.4% |
| 1Y | +123.1% | +44.2% | +78.9% | +103.5% |
| All | +123.1% | +43.8% | +79.3% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMGN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling